Package org.drip.optimization.simplex

Class Tableau

java.lang.Object
org.drip.optimization.simplex.Tableau
public class Tableau
extends java.lang.Object
Tableau exposes the Tableau Form of the Simplex Scheme. The References are:

  • Dadush, D., and S. Huiberts (2020): A Friendly Smoothed Analysis of the Simplex Method SIAM Journal on Computing 49 (5) 449-499
  • Dantzig, G. B., and M. N. Thapa (1997): Linear Programming 1: Introduction Springer-Verlag New York NY
  • Murty, K. G. (1983): Linear Programming John Wiley and Sons New York NY
  • Nering, E. D., and A. W. Tucker (1993): Linear Programs and Related Problems Academic Press Cambridge MA
  • Padberg, M. (1999): Linear Optimization and Extensions 2nd Edition Springer-Verlag New York NY


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    Tableau​(double[] objectiveCoefficientArray, double[][] constraintMatrix, double[] constraintValueArray)
    Tableau Constructor

  • Method Summary

    Modifier and Type Method Description
    double[][] constraintMatrix()
    Retrieve the Constraint Matrix
    double[] constraintValueArray()
    Retrieve the Constraint Value Array
    double[] objectiveCoefficientArray()
    Retrieve the Objective Coefficient Array

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • Tableau

      public Tableau​(double[] objectiveCoefficientArray, double[][] constraintMatrix, double[] constraintValueArray) throws java.lang.Exception
      Tableau Constructor
      Parameters:
      objectiveCoefficientArray - Objective Coefficient Array
      constraintMatrix - Constraint Matrix
      constraintValueArray - Constraint Value Array
      Throws:
      java.lang.Exception - Thrown if Inputs are Invalid

  • Method Details

    • constraintMatrix

      public double[][] constraintMatrix()
      Retrieve the Constraint Matrix
      Returns:
      Constraint Matrix

    • constraintValueArray

      public double[] constraintValueArray()
      Retrieve the Constraint Value Array
      Returns:
      Constraint Value Array

    • objectiveCoefficientArray

      public double[] objectiveCoefficientArray()
      Retrieve the Objective Coefficient Array
      Returns:
      Objective Coefficient Array